A local criterion for smoothness of densities and application to the supremum of the Brownian sheet

Carme Florit and David Nualart

Statistics & Probability Letters, 1995, vol. 22, issue 1, 25-31

Abstract: In this note we prove a criterion for the smoothness of the density for a random variable taking values in some open subset of d, and being once differentiable. As an application we show that the maximum of the Brownian sheet on a rectangle [O, s] x [O, t] possesses an infinitely differentiable density.

Keywords: Stochastic; calculus; of; variations; Smoothness; of; densities; Maximum; of; the; Brownian; sheet (search for similar items in EconPapers)
Date: 1995
References: View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(94)00043-8
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:22:y:1995:i:1:p:25-31

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().